Real Time Market Data Products
Alpha provides real time market data, via Alpha Trading Systems proprietary low latency data feeds. Data coverage includes all listed securities on TSX and TSXV. Alpha public data feed products are available at four levels:
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Alpha Top of Book - Best Bid/Ask price and aggregate volume, public trade information
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Alpha Top Five - Top 5 price levels with volumes aggregated by price, public trade information
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Alpha Price Depth - Depth of book with volumes aggregated by price, public trade information
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Alpha Full Book - All public order and trade information
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Private order and trade information is also available to Alpha ATS subscribers via two feed products, the Alpha Private Book feed or Alpha Private Trade through Management Book (TTM):
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Alpha Private Book - Private order and trade Information
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Alpha Private TTM Book - Private TTM order and trade Information
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All data is delivered over Alpha's proprietary protocol EMAPI. EMAPI is a low-latency, high-velocity protocol developed specifically to enable the flow of large amounts of market data.
For further information, please contact Market Data Services or call 647-259-0456.